I've been playing console games for over 20 years, but only recently got in to PC gaming. I don't know how to host a server and doubt my computer is even good enough to host a server. I've played a couple of MMO's which obviously I just had to connect to, but then I also play Minecraft where I have to rent a server. Surely you don't have to rent or set up a server for every game you want to play online? Do most games have their online modes ready like console games and I just haven't found any of those yet?

Almost all the games in which the number of online players is low (2 to 4), allow you to host the server and invite your friends. Games like Battlefield and COD, where number of online players are high, you need to connect to a dedicated server via built-in server browser.